xgboostRecursive: xgboostRecursive
In jdestefani/ExtendedDFML: Extended Dynamic Factor Machine Learner

Wrapper function for XGboost forecasting technique with recursive multistep ahead technique

1	xgboostRecursive(ts_embed, horizon, params = NULL)

`ts_embed`	Embedded time series, in the inp,out format of gbcode::makeEmbedded
`horizon`	Forecasting horizon
`params`	Additional (optional) parameters for XGBoost

h-step forecast of ts_embed using xgboost and recursive multistep-ahead forecasting technique

jdestefani/ExtendedDFML documentation built on Dec. 20, 2021, 10:04 p.m.

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